Large and moderate deviations in testing Rayleigh diffusion model

This paper studies hypothesis testing in Rayleigh diffusion processes. With the help of large and moderate deviations for the log-likelihood ratio process, we give the negative regions and obtain the decay rates of the error probabilities. Copyright Springer-Verlag 2013

MoreLess

Year of publication:	2013
Authors:	Kuang, Nenghui ; Xie, Huantian
Published in:	Statistical Papers. - Springer. - Vol. 54.2013, 3, p. 591-603
Publisher:	Springer
Subject:	Hypothesis testing \| Rayleigh diffusion \| Large deviations \| Moderate deviations \| Log-likelihood ratio process

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010848041